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Yao, Tong's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
10,965 |
Total
Citations
134 |
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1.
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Wermers, Russ
University of Maryland - Robert H. Smith School of Business Yao, Tong
University of Iowa - Henry B. Tippie College of Business Zhao, Jane
PanAgora Asset Management
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19 Mar 06
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Last Revised:
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17 Jul 12
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2,224
(2,359)
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2
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mutual funds, performance persistence, portfolio disclosure, stock selection
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2.
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Jiang, George J.
Washington State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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16 Jan 05
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Last Revised:
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20 Feb 13
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860
(11,761)
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47
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market timing, mutual fund
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3.
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Jiang, George J.
Washington State University Xu, Danielle
Gonzaga University Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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18 Aug 05
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Last Revised:
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03 Oct 12
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840
(12,215)
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29
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Idiosyncratic Volatility, Corporate Disclosure
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4.
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Ali, Ashiq
University of Texas at Dallas - Naveen Jindal School of Management Liu, Mark H.
University of Kentucky - Gatton College of Business and Economics Xu, Danielle
Gonzaga University Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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18 Jun 04
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Last Revised:
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06 Aug 12
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767
(13,995)
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Corporate disclosure, analyst forecast dispersion, mispricing
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5.
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Ali, Ashiq
University of Texas at Dallas - Naveen Jindal School of Management Chen, Jane
Kansas State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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14 Mar 12
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Last Revised:
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21 May 12
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722
(15,259)
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6.
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Jiang, George J.
Washington State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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25 Sep 08
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Last Revised:
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27 Feb 13
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712
(15,616)
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7
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stock return predictability, firm characteristics, stock price jumps, asset pricing theory
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7.
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Ali, Ashiq
University of Texas at Dallas - Naveen Jindal School of Management Chen, Jane
Kansas State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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21 Mar 06
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Last Revised:
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03 Feb 08
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619
(19,083)
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9
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accruals anomaly, mutual fund, arbitrage risk
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8.
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Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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607
(19,636)
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1
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momentum, dynamic principal component
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9.
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Jacquier, Eric
MIT Sloan Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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521
(24,145)
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1
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Data mining, Efficient markets, Genetic algorithm, Moving average, Technical analysis, Trading rule
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10.
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Chen, Linda H.
Washington State University Jiang, George J.
Washington State University Xu, Danielle
Gonzaga University Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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478
(27,099)
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1
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idiosyncratic volatility, stock returns, robustness, market microstructure effect
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11.
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The Asset Growth Effect: Insights from International Equity Markets
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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Posted:
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16 Mar 11
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Last Revised:
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21 Feb 13
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452
(29,096)
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1
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Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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89
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1
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asset growth effect, international stock markets
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Watanabe, Akiko
University of Alberta - School of Business Xu, Yan
University of Rhode Island - College of Business Administration Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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16 Mar 11
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Last Revised:
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27 Jan 13
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363
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1
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asset growth effect, investment-based asset pricing, international capital market
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12.
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Chen, Jane
Kansas State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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444
(29,770)
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10
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Mutual fund performance, flow, agency problem, insurance
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13.
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Yao, Tong
University of Iowa - Henry B. Tippie College of Business Liu, Mark H.
University of Kentucky - Gatton College of Business and Economics
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21 Apr 03
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Last Revised:
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10 Jun 11
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381
(36,152)
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7
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corporate disclosure, earnings guidance, consensus-beating
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14.
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Balduzzi, Pierluigi
Boston College - Carroll School of Management Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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335
(42,308)
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11
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pricing kernel, heterogeneity
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15.
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Elkamhi, Redouane
University of Iowa - Henry B. Tippie College of Business Lee, Yong
McGill University - Desautels Faculty of Management Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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07 Aug 10
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Last Revised:
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28 Jun 11
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293
(49,485)
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informed option trading, idiosyncratic volatility anomaly
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16.
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Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration Zhang, Ting
University of Dayton - School of Business Administration Chen, Shaw
University of Rhode Island - College of Business Administration
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| Posted: |
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30 Sep 10
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Last Revised:
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12 Oct 10
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187
(80,230)
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1
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17.
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Wei, Kelsey D.
University of Texas at Dallas Wermers, Russ
University of Maryland - Robert H. Smith School of Business Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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165
(90,296)
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4
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18.
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Chen, Jane
Kansas State University Kim, Kenneth
SUNY at Buffalo - School of Management Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration
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| Posted: |
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22 Mar 07
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Last Revised:
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03 Dec 10
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111
(125,356)
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3
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anomalies, return predictability, emerging markets, China
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19.
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Nain, Amrita
University of Iowa - Henry B. Tippie College of Business Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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90
(145,098)
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20.
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Chen, Jane
Kansas State University Yao, Tong
University of Iowa - Henry B. Tippie College of Business Yu, Tong
University of Rhode Island - College of Business Administration Zhang, Ting
University of Dayton - School of Business Administration
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| Posted: |
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20 Mar 11
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Last Revised:
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06 Aug 12
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81
(155,023)
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pension funding, analyst forecasts, learning, incentive
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21.
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Jiang, Yi
California State University, Fullerton Qian, Yiming
University of Iowa - Department of Finance Yao, Tong
University of Iowa - Henry B. Tippie College of Business
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| Posted: |
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23 Sep 12
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Last Revised:
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10 May 13
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76
(161,198)
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R&D spillover, leaders, peers, investor attention
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